找回密碼
 To register

QQ登錄

只需一步，快速開(kāi)始

掃一掃，訪問(wèn)微社區(qū)

打印 上一主題 下一主題

Titlebook: Mathematical Models of Financial Derivatives; Yue-Kuen Kwok Textbook 2008Latest edition Springer-Verlag Berlin Heidelberg 2008 Credit Deri

[復(fù)制鏈接]
查看: 23324|回復(fù): 40
樓主
發(fā)表于 2025-3-21 18:02:31 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives
編輯Yue-Kuen Kwok
視頻videohttp://file.papertrans.cn/627/626456/626456.mp4
概述Was one of the earliest introductory textbooks in mathematical finance.Good reputation established by the 1st edition.Includes supplementary material:
叢書(shū)名稱(chēng)Springer Finance
圖書(shū)封面Titlebook: Mathematical Models of Financial Derivatives; Yue-Kuen Kwok Textbook 2008Latest edition Springer-Verlag Berlin Heidelberg 2008 Credit Deri
描述Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of? financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particul
出版日期Textbook 2008Latest edition
關(guān)鍵詞Credit Derivatives; Finance; Financial derivatives; Hedging; Investment; JEL: G12, G13; Stochastic calculu
版次2
doihttps://doi.org/10.1007/978-3-540-68688-0
isbn_softcover978-3-642-44793-8
isbn_ebook978-3-540-68688-0Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer-Verlag Berlin Heidelberg 2008
The information of publication is updating

書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives影響因子(影響力)




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives影響因子(影響力)學(xué)科排名




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives網(wǎng)絡(luò)公開(kāi)度




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives被引頻次




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives被引頻次學(xué)科排名




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives年度引用




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives年度引用學(xué)科排名




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives讀者反饋




書(shū)目名稱(chēng)Mathematical Models of Financial Derivatives讀者反饋學(xué)科排名




單選投票, 共有 1 人參與投票
 

1票 100.00%

Perfect with Aesthetics
 

0票 0.00%

Better Implies Difficulty
 

0票 0.00%

Good and Satisfactory
 

0票 0.00%

Adverse Performance
 

0票 0.00%

Disdainful Garbage
您所在的用戶(hù)組沒(méi)有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 21:33:10 | 只看該作者
板凳
發(fā)表于 2025-3-22 03:30:39 | 只看該作者
地板
發(fā)表于 2025-3-22 05:53:53 | 只看該作者
5#
發(fā)表于 2025-3-22 09:07:56 | 只看該作者
,Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory,proach of financial derivatives are introduced. We illustrate how to apply the pricing theory to obtain the price formulas of different types of European options. Various extensions of the Black–Scholes–Merton framework are discussed, including the transaction costs model, jump-diffusion model and stochastic volatility model.
6#
發(fā)表于 2025-3-22 16:45:39 | 只看該作者
7#
發(fā)表于 2025-3-22 17:40:55 | 只看該作者
8#
發(fā)表于 2025-3-22 22:23:05 | 只看該作者
Path Dependent Options,ff depends on the realized extremum value of the asset price process. In Chap.?4, we derive the price formulas of the various types of European path dependent options under the Geometric Brownian process assumption of the underlying asset price.
9#
發(fā)表于 2025-3-23 05:11:10 | 只看該作者
Interest Rate Models and Bond Pricing,s is discussed. The HJM methodologies provide a uniform approach to modeling the instantaneous interest rates. We also present the formulation of the forward LIBOR (London-Inter-Bank-Offered-Rate) process under the Gaussian HJM framework.
10#
發(fā)表于 2025-3-23 06:34:33 | 只看該作者
Numerical Schemes for Pricing Options, the discretization of the differential operators in the Black–Scholes equation. The Monte Carlo simulation method provides a probabilistic solution to the option pricing problems by simulating the random process of the asset price. An account of option pricing algorithms using these approaches is presented in Chap.?6.
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛(ài)論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評(píng) 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國(guó)際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-6 20:18
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
阳西县| 秦皇岛市| 饶平县| 黔东| 民权县| 莱州市| 龙州县| 丽水市| 葫芦岛市| 景谷| 房产| 名山县| 万年县| 奉节县| 青冈县| 浦北县| 巴彦县| 湘乡市| 湾仔区| 苍梧县| 宿州市| 中宁县| 安顺市| 常山县| 鹿邑县| 高平市| 甘洛县| 汶上县| 普兰店市| 富民县| 东阳市| 长乐市| 格尔木市| 平陆县| 黄骅市| 云浮市| 蒙阴县| 九江县| 潮安县| 泌阳县| 凤冈县|